Violation of the iid-normal assumption: Effects on tests of asset-pricing models using Australian data
| Year of publication: |
2002
|
|---|---|
| Authors: | Groenewold, Nicolaas ; Fraser, Patricia |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 11.2002, 4, p. 491-510
|
| Publisher: |
Elsevier |